+19.7%
HAL vs FLUT
-62.9%
+82.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.6% | -0.3% | +3.2% |
| 7D | -0.2% | +4.5% | -4.7% | -0.4% |
| 30D | +1.0% | +9.2% | -8.2% | +0.5% |
| 3M | -2.1% | -13.7% | +11.5% | -1.7% |
| 6M | -17.5% | -9.0% | -8.5% | -17.2% |
| YTD | +18.1% | -60.2% | +78.4% | +30.5% |
| 1Y | +19.7% | -63.1% | +82.9% | +32.5% |
| All | +19.7% | -62.9% | +82.6% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FLUT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling